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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationSun, 23 Nov 2008 08:00:12 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Nov/23/t12274524635lxohs4wh0lg1dv.htm/, Retrieved Sun, 19 May 2024 12:16:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25281, Retrieved Sun, 19 May 2024 12:16:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact192
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Multiple Regression] [] [2007-11-19 20:22:41] [3a1956effdcb54c39e5044435310d6c8]
-    D  [Multiple Regression] [seatbelt_3.2.] [2008-11-23 14:44:53] [922d8ae7bd2fd460a62d9020ccd4931a]
F   PD      [Multiple Regression] [seatbelt3CG2] [2008-11-23 15:00:12] [89a49ebb3ece8e9a225c7f9f53a14c57] [Current]
-   PD        [Multiple Regression] [dummy] [2008-12-07 12:19:24] [922d8ae7bd2fd460a62d9020ccd4931a]
-    D          [Multiple Regression] [dummy3] [2008-12-11 14:24:38] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMPD            [Standard Deviation-Mean Plot] [lambda] [2008-12-11 16:25:56] [922d8ae7bd2fd460a62d9020ccd4931a]
- RM D              [Variance Reduction Matrix] [denD] [2008-12-11 16:30:20] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMP                 [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-11 16:35:54] [922d8ae7bd2fd460a62d9020ccd4931a]
-   P                   [(Partial) Autocorrelation Function] [autocorrelation2] [2008-12-11 16:40:41] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMP                     [Spectral Analysis] [spectrum] [2008-12-11 16:45:17] [922d8ae7bd2fd460a62d9020ccd4931a]
-   P                       [Spectral Analysis] [spectrum2] [2008-12-11 16:48:27] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMP                         [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-11 17:56:59] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMP                           [ARIMA Backward Selection] [ARMAproces] [2008-12-11 18:10:55] [922d8ae7bd2fd460a62d9020ccd4931a]
- RMP                             [ARIMA Forecasting] [ARIMAforecasting] [2008-12-11 18:25:54] [922d8ae7bd2fd460a62d9020ccd4931a]
-   PD        [Multiple Regression] [dummy2] [2008-12-07 12:43:57] [922d8ae7bd2fd460a62d9020ccd4931a]
-   PD        [Multiple Regression] [dummy3] [2008-12-07 12:55:51] [922d8ae7bd2fd460a62d9020ccd4931a]
-   PD        [Multiple Regression] [dummy4] [2008-12-07 13:11:11] [922d8ae7bd2fd460a62d9020ccd4931a]
Feedback Forum
2008-11-29 15:20:54 [Thomas Plasschaert] [reply
goede interpretatie en berekeningen, juiste conclusies getrokken, verder geen toevoegingen nodig
2008-11-30 13:21:31 [6066575aa30c0611e452e930b1dff53d] [reply
Bij deze vraag werd de financiële crisis als dummy variabele genomen en de cijfers die gebruikt werden waren de indexcijfers voor de productie van consumptiegoederen. Uit de multiple linear regression-estimated regression equation werd de juiste conclusie getrokken dat als er een financiële crisis is, de productie van consumptiegoederen daalt met 4 per maand. Bij de multiple linear regression - ordinary least squares werd juist besloten dat er geen significant verschil is en dat we het effect van onze gebeurtenis aan het toeval kunnen toeschrijven. De nulhypothese werd dus aanvaard. Verder is men nog vergeten te vermelden dat op de lange termijn de productie van consumptiegoederen gemiddeld stijgt met 0.28. Uit de tabel van multiple linear regression-regression statistics werd juist besloten dat we 73% van de schommelingen die ontstaan door de gebeurtenis kunnen verklaren. Men is wel vergeten te vermelden dat de residuele standaardfout 5 bedraagt. Dit is de te verwachten fout die ik maak voor mijn residu's. Bij de grafiek van de actuals and interpolation zien we een positief stijgende trend en na ongeveer 75 (op de x-as) slaat deze trend om in een negatieve trend. Bij de grafiek van de residuals werd er duidelijk besloten dat het gemiddelde van de voorspellingsfouten niet constant zijn en niet gelijk zijn aan nul. Bij de residual histogram werd ook duidelijk vermeld dat er aan beide kanten nog een scheve verdeling te zien is. Bij de residual density plot zie je duidelijk een inzakking aan de linkerkant. Bij de residual normal Q-Qplot is men vergeten te vermelden dat deze redelijk goed aansluit bij een rechte. Bij de residual lag plot, lowess, and regression line werd duidelijk vermeld dat het gaat om een negatieve correlatie. Uit de residual autocorrelation function werd het juiste besluit genomen dat aan de assumptie van geen patroon of geen autocorrelatie voldaan is.
  2008-12-01 18:49:08 [6066575aa30c0611e452e930b1dff53d] [reply
Het klopt niet dat er geen sprake is van autocorrelatie. Uit de residual autocorrelation function kunnen we immers afleiden dat er wel sprake is van autocorrelatie. Dus aan de assumptie dat er geen patroon of geen autocorrelatie mag zijn is dus niet voldaan.
2008-12-01 11:59:47 [Jessica Alves Pires] [reply
Ik vind dat de grafieken bij deze berekening (met linear trend en met dummies) goed geïnterpreteerd zijn. Ik vind het wel spijtig dat de student geen vergelijking maakt met de berekening zonder linear trend en zonder dummies. De student had bijvoorbeeld kunnen zeggen dat de standdaardfout daalt van 9.48213286856506 naar 5.00612210608242 met invoering van dummies en linear trend. Of dat de R-squared gestegen is van 0.066921912517871 naar 0.777520986287843. Men krijgt dus een nauwkeuriger voorspelling met de invoering van dummies en linear trend. Ook hadden de volgende regressie assumpties vermeld mogen worden: de verdeling moet normaal verdeeld zijn en de onzekerheid, dus de spreiding moet constant zijn.

Post a new message
Dataseries X:
97,8	0
107,4	0
117,5	0
105,6	0
97,4	0
99,5	0
98	0
104,3	0
100,6	0
101,1	0
103,9	0
96,9	0
95,5	0
108,4	0
117	0
103,8	0
100,8	0
110,6	0
104	0
112,6	0
107,3	0
98,9	0
109,8	0
104,9	0
102,2	0
123,9	0
124,9	0
112,7	0
121,9	0
100,6	0
104,3	0
120,4	0
107,5	0
102,9	0
125,6	0
107,5	0
108,8	0
128,4	0
121,1	0
119,5	0
128,7	0
108,7	0
105,5	0
119,8	0
111,3	0
110,6	0
120,1	0
97,5	0
107,7	0
127,3	0
117,2	0
119,8	0
116,2	0
111	0
112,4	0
130,6	0
109,1	0
118,8	0
123,9	0
101,6	0
112,8	0
128	0
129,6	0
125,8	0
119,5	0
115,7	0
113,6	0
129,7	0
112	0
116,8	0
127	0
112,1	1
114,2	1
121,1	1
131,6	1
125	1
120,4	1
117,7	1
117,5	1
120,6	1
127,5	1
112,3	1
124,5	1
115,2	1
105,4	1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 5 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25281&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]5 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25281&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25281&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Multiple Linear Regression - Estimated Regression Equation
Consumptiegoederen[t] = + 92.5783032666992 -4.01552901023891`Wel(1)_geen(0)_financiële_crisis`[t] + 1.73044145132453M1[t] + 17.8169165447749M2[t] + 19.5892887615797M3[t] + 12.6330895498131M4[t] + 11.3054617666179M5[t] + 5.14926255485129M6[t] + 3.65020620022753M7[t] + 15.1797212741752M8[t] + 5.93780777669429M9[t] + 3.66732285064196M10[t] + 13.8682664960182M11[t] + 0.284770640338047t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Consumptiegoederen[t] =  +  92.5783032666992 -4.01552901023891`Wel(1)_geen(0)_financiële_crisis`[t] +  1.73044145132453M1[t] +  17.8169165447749M2[t] +  19.5892887615797M3[t] +  12.6330895498131M4[t] +  11.3054617666179M5[t] +  5.14926255485129M6[t] +  3.65020620022753M7[t] +  15.1797212741752M8[t] +  5.93780777669429M9[t] +  3.66732285064196M10[t] +  13.8682664960182M11[t] +  0.284770640338047t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25281&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Consumptiegoederen[t] =  +  92.5783032666992 -4.01552901023891`Wel(1)_geen(0)_financiële_crisis`[t] +  1.73044145132453M1[t] +  17.8169165447749M2[t] +  19.5892887615797M3[t] +  12.6330895498131M4[t] +  11.3054617666179M5[t] +  5.14926255485129M6[t] +  3.65020620022753M7[t] +  15.1797212741752M8[t] +  5.93780777669429M9[t] +  3.66732285064196M10[t] +  13.8682664960182M11[t] +  0.284770640338047t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25281&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25281&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
Consumptiegoederen[t] = + 92.5783032666992 -4.01552901023891`Wel(1)_geen(0)_financiële_crisis`[t] + 1.73044145132453M1[t] + 17.8169165447749M2[t] + 19.5892887615797M3[t] + 12.6330895498131M4[t] + 11.3054617666179M5[t] + 5.14926255485129M6[t] + 3.65020620022753M7[t] + 15.1797212741752M8[t] + 5.93780777669429M9[t] + 3.66732285064196M10[t] + 13.8682664960182M11[t] + 0.284770640338047t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)92.57830326669922.2024942.033500
`Wel(1)_geen(0)_financiële_crisis`-4.015529010238911.934446-2.07580.0415350.020767
M11.730441451324532.5934360.66720.5067820.253391
M217.81691654477492.6865866.631800
M319.58928876157972.6855097.294400
M412.63308954981312.6847494.70551.2e-056e-06
M511.30546176661792.6843084.21177.3e-053.7e-05
M65.149262554851292.6841841.91840.0590850.029543
M73.650206200227532.6843791.35980.1781970.089099
M815.17972127417522.6848915.653800
M95.937807776694292.6857222.21090.0302670.015133
M103.667322850641962.686871.36490.1765930.088296
M1113.86826649601822.6883355.15872e-061e-06
t0.2847706403380470.0292219.745500

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Ordinary Least Squares \tabularnewline
Variable & Parameter & S.D. & T-STATH0: parameter = 0 & 2-tail p-value & 1-tail p-value \tabularnewline
(Intercept) & 92.5783032666992 & 2.20249 & 42.0335 & 0 & 0 \tabularnewline
`Wel(1)_geen(0)_financiële_crisis` & -4.01552901023891 & 1.934446 & -2.0758 & 0.041535 & 0.020767 \tabularnewline
M1 & 1.73044145132453 & 2.593436 & 0.6672 & 0.506782 & 0.253391 \tabularnewline
M2 & 17.8169165447749 & 2.686586 & 6.6318 & 0 & 0 \tabularnewline
M3 & 19.5892887615797 & 2.685509 & 7.2944 & 0 & 0 \tabularnewline
M4 & 12.6330895498131 & 2.684749 & 4.7055 & 1.2e-05 & 6e-06 \tabularnewline
M5 & 11.3054617666179 & 2.684308 & 4.2117 & 7.3e-05 & 3.7e-05 \tabularnewline
M6 & 5.14926255485129 & 2.684184 & 1.9184 & 0.059085 & 0.029543 \tabularnewline
M7 & 3.65020620022753 & 2.684379 & 1.3598 & 0.178197 & 0.089099 \tabularnewline
M8 & 15.1797212741752 & 2.684891 & 5.6538 & 0 & 0 \tabularnewline
M9 & 5.93780777669429 & 2.685722 & 2.2109 & 0.030267 & 0.015133 \tabularnewline
M10 & 3.66732285064196 & 2.68687 & 1.3649 & 0.176593 & 0.088296 \tabularnewline
M11 & 13.8682664960182 & 2.688335 & 5.1587 & 2e-06 & 1e-06 \tabularnewline
t & 0.284770640338047 & 0.029221 & 9.7455 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25281&T=2

[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW][C]Variable[/C][C]Parameter[/C][C]S.D.[/C][C]T-STATH0: parameter = 0[/C][C]2-tail p-value[/C][C]1-tail p-value[/C][/ROW]
[ROW][C](Intercept)[/C][C]92.5783032666992[/C][C]2.20249[/C][C]42.0335[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]`Wel(1)_geen(0)_financiële_crisis`[/C][C]-4.01552901023891[/C][C]1.934446[/C][C]-2.0758[/C][C]0.041535[/C][C]0.020767[/C][/ROW]
[ROW][C]M1[/C][C]1.73044145132453[/C][C]2.593436[/C][C]0.6672[/C][C]0.506782[/C][C]0.253391[/C][/ROW]
[ROW][C]M2[/C][C]17.8169165447749[/C][C]2.686586[/C][C]6.6318[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]M3[/C][C]19.5892887615797[/C][C]2.685509[/C][C]7.2944[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]M4[/C][C]12.6330895498131[/C][C]2.684749[/C][C]4.7055[/C][C]1.2e-05[/C][C]6e-06[/C][/ROW]
[ROW][C]M5[/C][C]11.3054617666179[/C][C]2.684308[/C][C]4.2117[/C][C]7.3e-05[/C][C]3.7e-05[/C][/ROW]
[ROW][C]M6[/C][C]5.14926255485129[/C][C]2.684184[/C][C]1.9184[/C][C]0.059085[/C][C]0.029543[/C][/ROW]
[ROW][C]M7[/C][C]3.65020620022753[/C][C]2.684379[/C][C]1.3598[/C][C]0.178197[/C][C]0.089099[/C][/ROW]
[ROW][C]M8[/C][C]15.1797212741752[/C][C]2.684891[/C][C]5.6538[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]M9[/C][C]5.93780777669429[/C][C]2.685722[/C][C]2.2109[/C][C]0.030267[/C][C]0.015133[/C][/ROW]
[ROW][C]M10[/C][C]3.66732285064196[/C][C]2.68687[/C][C]1.3649[/C][C]0.176593[/C][C]0.088296[/C][/ROW]
[ROW][C]M11[/C][C]13.8682664960182[/C][C]2.688335[/C][C]5.1587[/C][C]2e-06[/C][C]1e-06[/C][/ROW]
[ROW][C]t[/C][C]0.284770640338047[/C][C]0.029221[/C][C]9.7455[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25281&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25281&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)92.57830326669922.2024942.033500
`Wel(1)_geen(0)_financiële_crisis`-4.015529010238911.934446-2.07580.0415350.020767
M11.730441451324532.5934360.66720.5067820.253391
M217.81691654477492.6865866.631800
M319.58928876157972.6855097.294400
M412.63308954981312.6847494.70551.2e-056e-06
M511.30546176661792.6843084.21177.3e-053.7e-05
M65.149262554851292.6841841.91840.0590850.029543
M73.650206200227532.6843791.35980.1781970.089099
M815.17972127417522.6848915.653800
M95.937807776694292.6857222.21090.0302670.015133
M103.667322850641962.686871.36490.1765930.088296
M1113.86826649601822.6883355.15872e-061e-06
t0.2847706403380470.0292219.745500







Multiple Linear Regression - Regression Statistics
Multiple R0.881771504579187
R-squared0.777520986287843
Adjusted R-squared0.73678539222787
F-TEST (value)19.0870172445048
F-TEST (DF numerator)13
F-TEST (DF denominator)71
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.00612210608242
Sum Squared Residuals1779.34935641150

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.881771504579187 \tabularnewline
R-squared & 0.777520986287843 \tabularnewline
Adjusted R-squared & 0.73678539222787 \tabularnewline
F-TEST (value) & 19.0870172445048 \tabularnewline
F-TEST (DF numerator) & 13 \tabularnewline
F-TEST (DF denominator) & 71 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 5.00612210608242 \tabularnewline
Sum Squared Residuals & 1779.34935641150 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25281&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.881771504579187[/C][/ROW]
[ROW][C]R-squared[/C][C]0.777520986287843[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.73678539222787[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]19.0870172445048[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]13[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]71[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]5.00612210608242[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]1779.34935641150[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25281&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25281&T=3

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R0.881771504579187
R-squared0.777520986287843
Adjusted R-squared0.73678539222787
F-TEST (value)19.0870172445048
F-TEST (DF numerator)13
F-TEST (DF denominator)71
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.00612210608242
Sum Squared Residuals1779.34935641150







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
197.894.5935153583623.20648464163802
2107.4110.964761092150-3.56476109215017
3117.5113.0219039492934.47809605070698
4105.6106.350475377864-0.750475377864452
597.4105.307618235007-7.9076182350073
699.599.43618966357870.0638103364212654
79898.221903949293-0.221903949293019
8104.3110.036189663579-5.73618966357873
9100.6101.079046806436-0.479046806435882
10101.199.09333252072162.00666747927841
11103.9109.579046806436-5.67904680643587
1296.995.99555095075570.904449049244283
1395.598.0107630424183-2.51076304241829
14108.4114.382008776207-5.98200877620671
15117116.4391516333500.560848366650421
16103.8109.767723061921-5.96772306192101
17100.8108.724865919064-7.92486591906387
18110.6102.8534373476357.7465626523647
19104101.6391516333502.36084836665042
20112.6113.453437347635-0.8534373476353
21107.3104.4962944904922.80370550950756
2298.9102.510580204778-3.61058020477815
23109.8112.996294490492-3.19629449049244
24104.999.41279863481235.48720136518773
25102.2101.4280107264750.771989273525143
26123.9117.7992564602636.10074353973672
27124.9119.8563993174065.04360068259387
28112.7113.184970745978-0.484970745977566
29121.9112.1421136031209.75788639687958
30100.6106.270685031692-5.67068503169186
31104.3105.056399317406-0.756399317406144
32120.4116.8706850316923.52931496830816
33107.5107.913542174549-0.413542174548996
34102.9105.927827888835-3.02782788883471
35125.6116.4135421745499.186457825451
36107.5102.8300463188694.66995368113116
37108.8104.8452584105313.95474158946858
38128.4121.2165041443207.18349585568016
39121.1123.273647001463-2.17364700146271
40119.5116.6022184300342.89778156996587
41128.7115.55936128717713.140638712823
42108.7109.687932715748-0.987932715748414
43105.5108.473647001463-2.9736470014627
44119.8120.287932715748-0.487932715748415
45111.3111.330789858606-0.0307898586055590
46110.6109.3450755728911.25492442710872
47120.1119.8307898586060.269210141394436
4897.5106.247294002925-8.7472940029254
49107.7108.262506094588-0.562506094587979
50127.3124.6337518283762.66624817162359
51117.2126.690894685519-9.49089468551926
52119.8120.019466114091-0.219466114090695
53116.2118.976608971234-2.77660897123355
54111113.105180399805-2.10518039980498
55112.4111.8908946855190.509105314480739
56130.6123.7051803998056.89481960019502
57109.1114.748037542662-5.64803754266212
58118.8112.7623232569486.03767674305216
59123.9123.2480375426620.651962457337885
60101.6109.664541686982-8.06454168698197
61112.8111.6797537786451.12024622135546
62128128.050999512433-0.0509995124329651
63129.6130.108142369576-0.508142369575828
64125.8123.4367137981472.36328620185275
65119.5122.39385665529-2.89385665529010
66115.7116.522428083862-0.822428083861532
67113.6115.308142369576-1.70814236957582
68129.7127.1224280838622.57757191613846
69112118.165285226719-6.16528522671867
70116.8116.1795709410040.620429058995612
71127126.6652852267190.334714773281321
72112.1109.0662603608003.03373963920038
73114.2111.0814724524623.11852754753782
74121.1127.452718186251-6.35271818625062
75131.6129.5098610433932.09013895660653
76125122.8384324719652.1615675280351
77120.4121.795575329108-1.39557532910775
78117.7115.9241467576791.77585324232082
79117.5114.7098610433932.79013895660653
80120.6126.524146757679-5.92414675767919
81127.5117.5670039005369.93299609946367
82112.3115.581289614822-3.28128961482205
83124.5126.067003900536-1.56700390053633
84115.2112.4835080448562.71649195514383
85105.4114.498720136519-9.09872013651875

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 97.8 & 94.593515358362 & 3.20648464163802 \tabularnewline
2 & 107.4 & 110.964761092150 & -3.56476109215017 \tabularnewline
3 & 117.5 & 113.021903949293 & 4.47809605070698 \tabularnewline
4 & 105.6 & 106.350475377864 & -0.750475377864452 \tabularnewline
5 & 97.4 & 105.307618235007 & -7.9076182350073 \tabularnewline
6 & 99.5 & 99.4361896635787 & 0.0638103364212654 \tabularnewline
7 & 98 & 98.221903949293 & -0.221903949293019 \tabularnewline
8 & 104.3 & 110.036189663579 & -5.73618966357873 \tabularnewline
9 & 100.6 & 101.079046806436 & -0.479046806435882 \tabularnewline
10 & 101.1 & 99.0933325207216 & 2.00666747927841 \tabularnewline
11 & 103.9 & 109.579046806436 & -5.67904680643587 \tabularnewline
12 & 96.9 & 95.9955509507557 & 0.904449049244283 \tabularnewline
13 & 95.5 & 98.0107630424183 & -2.51076304241829 \tabularnewline
14 & 108.4 & 114.382008776207 & -5.98200877620671 \tabularnewline
15 & 117 & 116.439151633350 & 0.560848366650421 \tabularnewline
16 & 103.8 & 109.767723061921 & -5.96772306192101 \tabularnewline
17 & 100.8 & 108.724865919064 & -7.92486591906387 \tabularnewline
18 & 110.6 & 102.853437347635 & 7.7465626523647 \tabularnewline
19 & 104 & 101.639151633350 & 2.36084836665042 \tabularnewline
20 & 112.6 & 113.453437347635 & -0.8534373476353 \tabularnewline
21 & 107.3 & 104.496294490492 & 2.80370550950756 \tabularnewline
22 & 98.9 & 102.510580204778 & -3.61058020477815 \tabularnewline
23 & 109.8 & 112.996294490492 & -3.19629449049244 \tabularnewline
24 & 104.9 & 99.4127986348123 & 5.48720136518773 \tabularnewline
25 & 102.2 & 101.428010726475 & 0.771989273525143 \tabularnewline
26 & 123.9 & 117.799256460263 & 6.10074353973672 \tabularnewline
27 & 124.9 & 119.856399317406 & 5.04360068259387 \tabularnewline
28 & 112.7 & 113.184970745978 & -0.484970745977566 \tabularnewline
29 & 121.9 & 112.142113603120 & 9.75788639687958 \tabularnewline
30 & 100.6 & 106.270685031692 & -5.67068503169186 \tabularnewline
31 & 104.3 & 105.056399317406 & -0.756399317406144 \tabularnewline
32 & 120.4 & 116.870685031692 & 3.52931496830816 \tabularnewline
33 & 107.5 & 107.913542174549 & -0.413542174548996 \tabularnewline
34 & 102.9 & 105.927827888835 & -3.02782788883471 \tabularnewline
35 & 125.6 & 116.413542174549 & 9.186457825451 \tabularnewline
36 & 107.5 & 102.830046318869 & 4.66995368113116 \tabularnewline
37 & 108.8 & 104.845258410531 & 3.95474158946858 \tabularnewline
38 & 128.4 & 121.216504144320 & 7.18349585568016 \tabularnewline
39 & 121.1 & 123.273647001463 & -2.17364700146271 \tabularnewline
40 & 119.5 & 116.602218430034 & 2.89778156996587 \tabularnewline
41 & 128.7 & 115.559361287177 & 13.140638712823 \tabularnewline
42 & 108.7 & 109.687932715748 & -0.987932715748414 \tabularnewline
43 & 105.5 & 108.473647001463 & -2.9736470014627 \tabularnewline
44 & 119.8 & 120.287932715748 & -0.487932715748415 \tabularnewline
45 & 111.3 & 111.330789858606 & -0.0307898586055590 \tabularnewline
46 & 110.6 & 109.345075572891 & 1.25492442710872 \tabularnewline
47 & 120.1 & 119.830789858606 & 0.269210141394436 \tabularnewline
48 & 97.5 & 106.247294002925 & -8.7472940029254 \tabularnewline
49 & 107.7 & 108.262506094588 & -0.562506094587979 \tabularnewline
50 & 127.3 & 124.633751828376 & 2.66624817162359 \tabularnewline
51 & 117.2 & 126.690894685519 & -9.49089468551926 \tabularnewline
52 & 119.8 & 120.019466114091 & -0.219466114090695 \tabularnewline
53 & 116.2 & 118.976608971234 & -2.77660897123355 \tabularnewline
54 & 111 & 113.105180399805 & -2.10518039980498 \tabularnewline
55 & 112.4 & 111.890894685519 & 0.509105314480739 \tabularnewline
56 & 130.6 & 123.705180399805 & 6.89481960019502 \tabularnewline
57 & 109.1 & 114.748037542662 & -5.64803754266212 \tabularnewline
58 & 118.8 & 112.762323256948 & 6.03767674305216 \tabularnewline
59 & 123.9 & 123.248037542662 & 0.651962457337885 \tabularnewline
60 & 101.6 & 109.664541686982 & -8.06454168698197 \tabularnewline
61 & 112.8 & 111.679753778645 & 1.12024622135546 \tabularnewline
62 & 128 & 128.050999512433 & -0.0509995124329651 \tabularnewline
63 & 129.6 & 130.108142369576 & -0.508142369575828 \tabularnewline
64 & 125.8 & 123.436713798147 & 2.36328620185275 \tabularnewline
65 & 119.5 & 122.39385665529 & -2.89385665529010 \tabularnewline
66 & 115.7 & 116.522428083862 & -0.822428083861532 \tabularnewline
67 & 113.6 & 115.308142369576 & -1.70814236957582 \tabularnewline
68 & 129.7 & 127.122428083862 & 2.57757191613846 \tabularnewline
69 & 112 & 118.165285226719 & -6.16528522671867 \tabularnewline
70 & 116.8 & 116.179570941004 & 0.620429058995612 \tabularnewline
71 & 127 & 126.665285226719 & 0.334714773281321 \tabularnewline
72 & 112.1 & 109.066260360800 & 3.03373963920038 \tabularnewline
73 & 114.2 & 111.081472452462 & 3.11852754753782 \tabularnewline
74 & 121.1 & 127.452718186251 & -6.35271818625062 \tabularnewline
75 & 131.6 & 129.509861043393 & 2.09013895660653 \tabularnewline
76 & 125 & 122.838432471965 & 2.1615675280351 \tabularnewline
77 & 120.4 & 121.795575329108 & -1.39557532910775 \tabularnewline
78 & 117.7 & 115.924146757679 & 1.77585324232082 \tabularnewline
79 & 117.5 & 114.709861043393 & 2.79013895660653 \tabularnewline
80 & 120.6 & 126.524146757679 & -5.92414675767919 \tabularnewline
81 & 127.5 & 117.567003900536 & 9.93299609946367 \tabularnewline
82 & 112.3 & 115.581289614822 & -3.28128961482205 \tabularnewline
83 & 124.5 & 126.067003900536 & -1.56700390053633 \tabularnewline
84 & 115.2 & 112.483508044856 & 2.71649195514383 \tabularnewline
85 & 105.4 & 114.498720136519 & -9.09872013651875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25281&T=4

[TABLE]
[ROW][C]Multiple Linear Regression - Actuals, Interpolation, and Residuals[/C][/ROW]
[ROW][C]Time or Index[/C][C]Actuals[/C][C]InterpolationForecast[/C][C]ResidualsPrediction Error[/C][/ROW]
[ROW][C]1[/C][C]97.8[/C][C]94.593515358362[/C][C]3.20648464163802[/C][/ROW]
[ROW][C]2[/C][C]107.4[/C][C]110.964761092150[/C][C]-3.56476109215017[/C][/ROW]
[ROW][C]3[/C][C]117.5[/C][C]113.021903949293[/C][C]4.47809605070698[/C][/ROW]
[ROW][C]4[/C][C]105.6[/C][C]106.350475377864[/C][C]-0.750475377864452[/C][/ROW]
[ROW][C]5[/C][C]97.4[/C][C]105.307618235007[/C][C]-7.9076182350073[/C][/ROW]
[ROW][C]6[/C][C]99.5[/C][C]99.4361896635787[/C][C]0.0638103364212654[/C][/ROW]
[ROW][C]7[/C][C]98[/C][C]98.221903949293[/C][C]-0.221903949293019[/C][/ROW]
[ROW][C]8[/C][C]104.3[/C][C]110.036189663579[/C][C]-5.73618966357873[/C][/ROW]
[ROW][C]9[/C][C]100.6[/C][C]101.079046806436[/C][C]-0.479046806435882[/C][/ROW]
[ROW][C]10[/C][C]101.1[/C][C]99.0933325207216[/C][C]2.00666747927841[/C][/ROW]
[ROW][C]11[/C][C]103.9[/C][C]109.579046806436[/C][C]-5.67904680643587[/C][/ROW]
[ROW][C]12[/C][C]96.9[/C][C]95.9955509507557[/C][C]0.904449049244283[/C][/ROW]
[ROW][C]13[/C][C]95.5[/C][C]98.0107630424183[/C][C]-2.51076304241829[/C][/ROW]
[ROW][C]14[/C][C]108.4[/C][C]114.382008776207[/C][C]-5.98200877620671[/C][/ROW]
[ROW][C]15[/C][C]117[/C][C]116.439151633350[/C][C]0.560848366650421[/C][/ROW]
[ROW][C]16[/C][C]103.8[/C][C]109.767723061921[/C][C]-5.96772306192101[/C][/ROW]
[ROW][C]17[/C][C]100.8[/C][C]108.724865919064[/C][C]-7.92486591906387[/C][/ROW]
[ROW][C]18[/C][C]110.6[/C][C]102.853437347635[/C][C]7.7465626523647[/C][/ROW]
[ROW][C]19[/C][C]104[/C][C]101.639151633350[/C][C]2.36084836665042[/C][/ROW]
[ROW][C]20[/C][C]112.6[/C][C]113.453437347635[/C][C]-0.8534373476353[/C][/ROW]
[ROW][C]21[/C][C]107.3[/C][C]104.496294490492[/C][C]2.80370550950756[/C][/ROW]
[ROW][C]22[/C][C]98.9[/C][C]102.510580204778[/C][C]-3.61058020477815[/C][/ROW]
[ROW][C]23[/C][C]109.8[/C][C]112.996294490492[/C][C]-3.19629449049244[/C][/ROW]
[ROW][C]24[/C][C]104.9[/C][C]99.4127986348123[/C][C]5.48720136518773[/C][/ROW]
[ROW][C]25[/C][C]102.2[/C][C]101.428010726475[/C][C]0.771989273525143[/C][/ROW]
[ROW][C]26[/C][C]123.9[/C][C]117.799256460263[/C][C]6.10074353973672[/C][/ROW]
[ROW][C]27[/C][C]124.9[/C][C]119.856399317406[/C][C]5.04360068259387[/C][/ROW]
[ROW][C]28[/C][C]112.7[/C][C]113.184970745978[/C][C]-0.484970745977566[/C][/ROW]
[ROW][C]29[/C][C]121.9[/C][C]112.142113603120[/C][C]9.75788639687958[/C][/ROW]
[ROW][C]30[/C][C]100.6[/C][C]106.270685031692[/C][C]-5.67068503169186[/C][/ROW]
[ROW][C]31[/C][C]104.3[/C][C]105.056399317406[/C][C]-0.756399317406144[/C][/ROW]
[ROW][C]32[/C][C]120.4[/C][C]116.870685031692[/C][C]3.52931496830816[/C][/ROW]
[ROW][C]33[/C][C]107.5[/C][C]107.913542174549[/C][C]-0.413542174548996[/C][/ROW]
[ROW][C]34[/C][C]102.9[/C][C]105.927827888835[/C][C]-3.02782788883471[/C][/ROW]
[ROW][C]35[/C][C]125.6[/C][C]116.413542174549[/C][C]9.186457825451[/C][/ROW]
[ROW][C]36[/C][C]107.5[/C][C]102.830046318869[/C][C]4.66995368113116[/C][/ROW]
[ROW][C]37[/C][C]108.8[/C][C]104.845258410531[/C][C]3.95474158946858[/C][/ROW]
[ROW][C]38[/C][C]128.4[/C][C]121.216504144320[/C][C]7.18349585568016[/C][/ROW]
[ROW][C]39[/C][C]121.1[/C][C]123.273647001463[/C][C]-2.17364700146271[/C][/ROW]
[ROW][C]40[/C][C]119.5[/C][C]116.602218430034[/C][C]2.89778156996587[/C][/ROW]
[ROW][C]41[/C][C]128.7[/C][C]115.559361287177[/C][C]13.140638712823[/C][/ROW]
[ROW][C]42[/C][C]108.7[/C][C]109.687932715748[/C][C]-0.987932715748414[/C][/ROW]
[ROW][C]43[/C][C]105.5[/C][C]108.473647001463[/C][C]-2.9736470014627[/C][/ROW]
[ROW][C]44[/C][C]119.8[/C][C]120.287932715748[/C][C]-0.487932715748415[/C][/ROW]
[ROW][C]45[/C][C]111.3[/C][C]111.330789858606[/C][C]-0.0307898586055590[/C][/ROW]
[ROW][C]46[/C][C]110.6[/C][C]109.345075572891[/C][C]1.25492442710872[/C][/ROW]
[ROW][C]47[/C][C]120.1[/C][C]119.830789858606[/C][C]0.269210141394436[/C][/ROW]
[ROW][C]48[/C][C]97.5[/C][C]106.247294002925[/C][C]-8.7472940029254[/C][/ROW]
[ROW][C]49[/C][C]107.7[/C][C]108.262506094588[/C][C]-0.562506094587979[/C][/ROW]
[ROW][C]50[/C][C]127.3[/C][C]124.633751828376[/C][C]2.66624817162359[/C][/ROW]
[ROW][C]51[/C][C]117.2[/C][C]126.690894685519[/C][C]-9.49089468551926[/C][/ROW]
[ROW][C]52[/C][C]119.8[/C][C]120.019466114091[/C][C]-0.219466114090695[/C][/ROW]
[ROW][C]53[/C][C]116.2[/C][C]118.976608971234[/C][C]-2.77660897123355[/C][/ROW]
[ROW][C]54[/C][C]111[/C][C]113.105180399805[/C][C]-2.10518039980498[/C][/ROW]
[ROW][C]55[/C][C]112.4[/C][C]111.890894685519[/C][C]0.509105314480739[/C][/ROW]
[ROW][C]56[/C][C]130.6[/C][C]123.705180399805[/C][C]6.89481960019502[/C][/ROW]
[ROW][C]57[/C][C]109.1[/C][C]114.748037542662[/C][C]-5.64803754266212[/C][/ROW]
[ROW][C]58[/C][C]118.8[/C][C]112.762323256948[/C][C]6.03767674305216[/C][/ROW]
[ROW][C]59[/C][C]123.9[/C][C]123.248037542662[/C][C]0.651962457337885[/C][/ROW]
[ROW][C]60[/C][C]101.6[/C][C]109.664541686982[/C][C]-8.06454168698197[/C][/ROW]
[ROW][C]61[/C][C]112.8[/C][C]111.679753778645[/C][C]1.12024622135546[/C][/ROW]
[ROW][C]62[/C][C]128[/C][C]128.050999512433[/C][C]-0.0509995124329651[/C][/ROW]
[ROW][C]63[/C][C]129.6[/C][C]130.108142369576[/C][C]-0.508142369575828[/C][/ROW]
[ROW][C]64[/C][C]125.8[/C][C]123.436713798147[/C][C]2.36328620185275[/C][/ROW]
[ROW][C]65[/C][C]119.5[/C][C]122.39385665529[/C][C]-2.89385665529010[/C][/ROW]
[ROW][C]66[/C][C]115.7[/C][C]116.522428083862[/C][C]-0.822428083861532[/C][/ROW]
[ROW][C]67[/C][C]113.6[/C][C]115.308142369576[/C][C]-1.70814236957582[/C][/ROW]
[ROW][C]68[/C][C]129.7[/C][C]127.122428083862[/C][C]2.57757191613846[/C][/ROW]
[ROW][C]69[/C][C]112[/C][C]118.165285226719[/C][C]-6.16528522671867[/C][/ROW]
[ROW][C]70[/C][C]116.8[/C][C]116.179570941004[/C][C]0.620429058995612[/C][/ROW]
[ROW][C]71[/C][C]127[/C][C]126.665285226719[/C][C]0.334714773281321[/C][/ROW]
[ROW][C]72[/C][C]112.1[/C][C]109.066260360800[/C][C]3.03373963920038[/C][/ROW]
[ROW][C]73[/C][C]114.2[/C][C]111.081472452462[/C][C]3.11852754753782[/C][/ROW]
[ROW][C]74[/C][C]121.1[/C][C]127.452718186251[/C][C]-6.35271818625062[/C][/ROW]
[ROW][C]75[/C][C]131.6[/C][C]129.509861043393[/C][C]2.09013895660653[/C][/ROW]
[ROW][C]76[/C][C]125[/C][C]122.838432471965[/C][C]2.1615675280351[/C][/ROW]
[ROW][C]77[/C][C]120.4[/C][C]121.795575329108[/C][C]-1.39557532910775[/C][/ROW]
[ROW][C]78[/C][C]117.7[/C][C]115.924146757679[/C][C]1.77585324232082[/C][/ROW]
[ROW][C]79[/C][C]117.5[/C][C]114.709861043393[/C][C]2.79013895660653[/C][/ROW]
[ROW][C]80[/C][C]120.6[/C][C]126.524146757679[/C][C]-5.92414675767919[/C][/ROW]
[ROW][C]81[/C][C]127.5[/C][C]117.567003900536[/C][C]9.93299609946367[/C][/ROW]
[ROW][C]82[/C][C]112.3[/C][C]115.581289614822[/C][C]-3.28128961482205[/C][/ROW]
[ROW][C]83[/C][C]124.5[/C][C]126.067003900536[/C][C]-1.56700390053633[/C][/ROW]
[ROW][C]84[/C][C]115.2[/C][C]112.483508044856[/C][C]2.71649195514383[/C][/ROW]
[ROW][C]85[/C][C]105.4[/C][C]114.498720136519[/C][C]-9.09872013651875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25281&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25281&T=4

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
197.894.5935153583623.20648464163802
2107.4110.964761092150-3.56476109215017
3117.5113.0219039492934.47809605070698
4105.6106.350475377864-0.750475377864452
597.4105.307618235007-7.9076182350073
699.599.43618966357870.0638103364212654
79898.221903949293-0.221903949293019
8104.3110.036189663579-5.73618966357873
9100.6101.079046806436-0.479046806435882
10101.199.09333252072162.00666747927841
11103.9109.579046806436-5.67904680643587
1296.995.99555095075570.904449049244283
1395.598.0107630424183-2.51076304241829
14108.4114.382008776207-5.98200877620671
15117116.4391516333500.560848366650421
16103.8109.767723061921-5.96772306192101
17100.8108.724865919064-7.92486591906387
18110.6102.8534373476357.7465626523647
19104101.6391516333502.36084836665042
20112.6113.453437347635-0.8534373476353
21107.3104.4962944904922.80370550950756
2298.9102.510580204778-3.61058020477815
23109.8112.996294490492-3.19629449049244
24104.999.41279863481235.48720136518773
25102.2101.4280107264750.771989273525143
26123.9117.7992564602636.10074353973672
27124.9119.8563993174065.04360068259387
28112.7113.184970745978-0.484970745977566
29121.9112.1421136031209.75788639687958
30100.6106.270685031692-5.67068503169186
31104.3105.056399317406-0.756399317406144
32120.4116.8706850316923.52931496830816
33107.5107.913542174549-0.413542174548996
34102.9105.927827888835-3.02782788883471
35125.6116.4135421745499.186457825451
36107.5102.8300463188694.66995368113116
37108.8104.8452584105313.95474158946858
38128.4121.2165041443207.18349585568016
39121.1123.273647001463-2.17364700146271
40119.5116.6022184300342.89778156996587
41128.7115.55936128717713.140638712823
42108.7109.687932715748-0.987932715748414
43105.5108.473647001463-2.9736470014627
44119.8120.287932715748-0.487932715748415
45111.3111.330789858606-0.0307898586055590
46110.6109.3450755728911.25492442710872
47120.1119.8307898586060.269210141394436
4897.5106.247294002925-8.7472940029254
49107.7108.262506094588-0.562506094587979
50127.3124.6337518283762.66624817162359
51117.2126.690894685519-9.49089468551926
52119.8120.019466114091-0.219466114090695
53116.2118.976608971234-2.77660897123355
54111113.105180399805-2.10518039980498
55112.4111.8908946855190.509105314480739
56130.6123.7051803998056.89481960019502
57109.1114.748037542662-5.64803754266212
58118.8112.7623232569486.03767674305216
59123.9123.2480375426620.651962457337885
60101.6109.664541686982-8.06454168698197
61112.8111.6797537786451.12024622135546
62128128.050999512433-0.0509995124329651
63129.6130.108142369576-0.508142369575828
64125.8123.4367137981472.36328620185275
65119.5122.39385665529-2.89385665529010
66115.7116.522428083862-0.822428083861532
67113.6115.308142369576-1.70814236957582
68129.7127.1224280838622.57757191613846
69112118.165285226719-6.16528522671867
70116.8116.1795709410040.620429058995612
71127126.6652852267190.334714773281321
72112.1109.0662603608003.03373963920038
73114.2111.0814724524623.11852754753782
74121.1127.452718186251-6.35271818625062
75131.6129.5098610433932.09013895660653
76125122.8384324719652.1615675280351
77120.4121.795575329108-1.39557532910775
78117.7115.9241467576791.77585324232082
79117.5114.7098610433932.79013895660653
80120.6126.524146757679-5.92414675767919
81127.5117.5670039005369.93299609946367
82112.3115.581289614822-3.28128961482205
83124.5126.067003900536-1.56700390053633
84115.2112.4835080448562.71649195514383
85105.4114.498720136519-9.09872013651875



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
R code (references can be found in the software module):
library(lattice)
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')